ludwigpacifici / order-book-pricerLinks
Playing with C++17 and performance
☆14Updated 7 years ago
Alternatives and similar repositories for order-book-pricer
Users that are interested in order-book-pricer are comparing it to the libraries listed below
Sorting:
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆93Updated this week
- Implementation of a orderbook data structure for LOB research capabilities.☆158Updated last year
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆188Updated 11 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated last year
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A c++ matching engine with limit order book☆37Updated 10 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆49Updated 4 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated 8 months ago
- A C++ and Python implementation of the limit order book.☆287Updated 5 years ago
- A collection of High-Frequency trading components☆295Updated 10 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- C++ examples.☆165Updated this week
- ☆40Updated 5 years ago
- Algorithmic Trading in C++☆40Updated 4 years ago
- Helix, a market data feed handler for C and C++.☆117Updated 8 years ago
- Fast implementation of an ITCH order book☆392Updated 3 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆17Updated last year
- Simple limit order book and matching engine.☆34Updated 3 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆492Updated this week
- Yet another HFT framework☆44Updated last month
- Binance Bincoin Exchange C++ API☆73Updated last year
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆161Updated 2 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆110Updated 3 years ago
- Financial Information Exchange Protocol C++ Library☆304Updated last year
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆41Updated 9 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆70Updated 6 months ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆81Updated 3 years ago